+12.0%
GEHC vs FRSH
-17.3%
+29.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.9% | -2.1% |
| 7D | -5.2% | -10.1% | +4.9% | -3.4% |
| 30D | -7.0% | +2.2% | -9.2% | -7.5% |
| 3M | +3.3% | +28.6% | -25.3% | -1.3% |
| 6M | -10.0% | +40.2% | -50.2% | -15.7% |
| YTD | -18.5% | -1.2% | -17.2% | -19.0% |
| 1Y | -14.4% | -7.9% | -6.5% | -14.0% |
| 3Y | +3.4% | -44.7% | +48.2% | +9.8% |
| All | +12.0% | -17.3% | +29.3% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling